+11,104.8%
ROST vs BB
+258.8%
+10,845.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | -5.6% | +6.6% | +1.5% |
| 30D | -8.9% | -11.8% | +2.9% | -7.9% |
| 3M | -0.8% | -25.5% | +24.7% | +1.1% |
| 6M | +8.5% | +121.3% | -112.8% | -1.7% |
| YTD | +28.6% | +103.2% | -74.6% | +17.5% |
| 1Y | +52.3% | +102.6% | -50.3% | +38.6% |
| 3Y | +94.8% | +37.5% | +57.3% | +78.4% |
| 5Y | +110.8% | -30.4% | +141.2% | +102.5% |
| 10Y | +304.5% | 0.0% | +304.5% | +238.1% |
| All | +11,104.8% | +258.8% | +10,845.9% | +7,284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling